+2,358.0%
RSG vs TRI
+499.2%
+1,858.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | -1.8% | -14.4% | +12.6% | +3.6% |
| 30D | +2.8% | -8.1% | +10.9% | +5.5% |
| 3M | +4.3% | +17.5% | -13.2% | -3.1% |
| 6M | -0.5% | -5.0% | +4.4% | -1.4% |
| YTD | +5.2% | -24.7% | +29.9% | +12.4% |
| 1Y | -2.1% | -41.5% | +39.4% | +14.9% |
| 3Y | +56.5% | -20.3% | +76.8% | +59.9% |
| 5Y | +89.5% | -10.9% | +100.4% | +83.7% |
| 10Y | +424.8% | +190.6% | +234.2% | +218.3% |
| All | +2,358.0% | +499.2% | +1,858.8% | +881.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling